+160.6%
XLB vs BURL
+215.5%
-54.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -3.0% | -0.9% |
| 7D | -1.4% | -2.8% | +1.4% | -0.8% |
| 30D | -0.4% | -28.2% | +27.8% | +7.1% |
| 3M | +2.0% | -17.6% | +19.6% | +6.1% |
| 6M | +1.8% | -11.8% | +13.6% | +3.7% |
| YTD | +16.6% | -8.1% | +24.7% | +17.5% |
| 1Y | +16.9% | -12.0% | +28.9% | +18.2% |
| 3Y | +32.6% | +63.3% | -30.7% | +12.0% |
| 5Y | +35.6% | -10.8% | +46.5% | +27.6% |
| All | +160.6% | +215.5% | -54.8% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling